[R-SIG-Finance] Free Stock Quotes - Yahoo Finance & Adjusted Closing Prices

[Lui ##]

@Dirk: Thank you very much for the suggestion! I am currently trying it out!

@Mark: Unfortunately they dont (XETRA). And it is quite expensive for
my budget (600 Euro for one year of data)

@Guy: Thank you for the suggestion! But as by now they do not have the
german market...

Thanks for your help! Seems like there is SOME free lunch :-)
Have a nice week!

Lui

On Wed, Feb 2, 2011 at 7:43 AM, Mark Breman <breman.mark at gmail.com> wrote:
> Have you checked the website of the exchange. Sometimes they offer
> historical data downloads...
>
> 2011/2/2 Lui ## <lui.r.project at googlemail.com>
>>
>> Dear Group,
>>
>> I am looking for some freely available stock data on an adjusted basis
>> (as the stock data I got from other costly sources are neither
>> corrected for stock splits and dividends...).
>> I tried Yahoo and had the following code retrieve quotes for the DAX
>> and its companies (except BASF):
>>
>> library(fImport)
>> library(its)
>>
>> Daxstocks <-
>> c("ADS.DE","ALV.DE","BAYN.DE","BEI.DE","BMW.DE","CBK.DE","DAI.DE","DBK.DE","DB1.DE","LHA.DE","DPW.DE","DTE.DE","EOAN.DE","FME.DE","FRE.DE","HEI.DE","HEN3.DE","IFX.DE","SDF.DE","LIN.DE","MAN.DE","MEO.DE","MRK.DE","MUV2.DE","RWE.DE","SAP.DE","SIE.DE","TKA.DE","VOW3.DE")
>> StockData <- yahooSeries(Daxstocks, from = "2003-01-01", to =
>> "2011-02-01")
>>
>> Reihen <- ncol(StockData) %/% 6
>> StockData.adj <- cbind(StockData[,6])
>> for (i in 2:Reihen){
>> StockData.adj <- cbind(StockData.adj,StockData[,6*i])
>> }
>>
>> write.csv(StockData.adj,"Yahoo_DataImport.csv")
>> stocks <- its(StockData.adj)
>> plot(stocks)
>>
>> The dataimport works well - however the adjustments do not always seem
>> reasonable to me... Several companies (e.g. Adidas - ADS.DE,
>> Beiersdorf - BEI.DE) have had a stock split - but its not reflected in
>> the adjusted price (only in the UNADJUSTED closing price). Did anybody
>> have a similar problem? Were the adjustments for splits are not made
>> for the quoted adjusted prices but seemingly for the unadjusted? I
>> thought that Yahoo might have mixed up the columns, but the
>> "unadjusted closing prices" sometimes is indeed unadjusted...
>> Does anybody have experience with Yahoo Finance data?
>> Or even better: Does anybody have a more reliable source of stock data
>> (preferably german stocks).
>> Thank you very much!
>> Have a nice week!
>>
>> Lui
>>
>> _______________________________________________
>> R-SIG-Finance at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only. If you want to post, subscribe first.
>> -- Also note that this is not the r-help list where general R questions
>> should go.
>
>